I felt like it all the time when I lived with my parents. My best friends and I talked about it all the time, but we knew better than to actually do it.
As soon as it came time for college though, I picked one as far away from where I grew up as I could. After college, I stayed in the area because I love it here. This is more home to me than where I grew up ever was.
I think running away can be a good thing, but only at the proper time and in the proper way. If it means dropping out of school or leaving your children, then I think it would defintly be a bad thing.